+58.5%
AMAT vs ABNB
+56.1%
+2.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.2% | +11.2% | +11.4% |
| 7D | -1.1% | +11.2% | -12.3% | -1.5% |
| 30D | -26.9% | +14.7% | -41.6% | -27.3% |
| 3M | -31.2% | +6.9% | -38.1% | -31.6% |
| 6M | -14.7% | +34.5% | -49.2% | -19.1% |
| YTD | +44.7% | +40.2% | +4.5% | +31.3% |
| All | +58.5% | +56.1% | +2.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ABNB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling